Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 0.328778 0.360204 0.394408 0.434593 0.480761 0.532440 0.595084
2025-03-16 0.296901 0.338428 0.386270 0.446077 0.519717 0.608610 0.725902
2025-03-23 0.271449 0.318855 0.375917 0.450856 0.548535 0.674298 0.853292
2025-03-30 0.250196 0.301134 0.364691 0.451694 0.570830 0.733317 0.981471
2025-04-06 0.231510 0.284307 0.352187 0.448456 0.586083 0.783779 1.106242
2025-04-13 0.210813 0.262821 0.331219 0.430897 0.578291 0.799030 1.179300
2025-04-20 0.199847 0.253157 0.324983 0.432785 0.598250 0.858001 1.334920
2025-04-27 0.189844 0.243886 0.318277 0.432928 0.615029 0.913823 1.497457
2025-05-04 0.180810 0.235210 0.311550 0.432084 0.629695 0.967823 1.669559
2025-05-11 0.173745 0.228761 0.307416 0.434582 0.649756 1.033999 1.883959
2025-05-18 0.163241 0.216674 0.294034 0.421138 0.640953 1.045460 1.982571
2025-05-25 0.152918 0.204285 0.279405 0.404448 0.624580 1.039868 2.040312
2025-06-01 0.147782 0.199478 0.276315 0.406957 0.643789 1.109589 2.309918
2025-06-08 0.145352 0.198527 0.279044 0.419351 0.682654 1.227240 2.754567
2025-06-15 0.141600 0.195317 0.277937 0.424953 0.709220 1.323981 3.188511
2025-06-22 0.137296 0.191001 0.274732 0.426486 0.727840 1.406563 3.623570
2025-06-29 0.132524 0.185697 0.269560 0.423968 0.737773 1.470425 4.032454
2025-07-06 0.125549 0.176595 0.257599 0.408003 0.717511 1.454486 4.132336
2025-07-13 0.122349 0.173367 0.255292 0.409925 0.736046 1.543707 4.719481
2025-07-20 0.119061 0.169835 0.252251 0.410165 0.750871 1.626568 5.347948
2025-07-27 0.115818 0.166227 0.248869 0.409449 0.763422 1.706252 6.036521
2025-08-03 0.113278 0.163654 0.247129 0.411807 0.783442 1.813517 6.992853
2025-08-10 0.108523 0.157232 0.238322 0.399359 0.766566 1.802682 7.235737